#pragma once
#pragma warning(disable:4996)       // disable checked iterator errors http://msdn.microsoft.com/en-us/library/aa985965(VS.80).aspx 

//
// Copyright (C) 2011 - 2013 Steve Channell steve.channell@cepheis.com
//
// This file is part of Cephei.QL, an open-source library wrapper 
// arround QuantLib http://quantlib.org/
//
// Cephei.QL is open source software: you can redistribute it and/or modify it
// under the terms of the license.  You should have received a
// copy of the license along with this program; if not, please email
// <support@cepheis.com>. The license is also available online at
// <http://cepheis.com/license.htm>.
//
// This program is distributed in the hope that it will be useful, but WITHOUT
// ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
// FOR A PARTICULAR PURPOSE.  See the license for more details.
//
// Version 2.2 with QuantLib 1.2.1

#include <Macros.h>
#include <ValueHelpers.h>
#include <Settings.h>

#include <gen/QL/PricingEngine.h>
#pragma unmanaged 
#include <ql\pricingengines\swap\treeswapengine.hpp>
#include <boost/smart_ptr/detail/spinlock.hpp>
#pragma managed 

using namespace System;
using namespace QuantLib;
using namespace Cephei;
using namespace Cephei::Core;
using namespace PLATFORM::Collections;

using namespace Cephei::QL::Models;
using namespace Cephei::QL;
using namespace Cephei::QL::Termstructures;
#define HANDLE
#undef ABSTRACT
#undef STRUCT
namespace Cephei { namespace QL { namespace Pricingengines { namespace Swap {
	//////////////////////////////////////////////////////////////////////////////////////////////
	// implementation of ITreeVanillaSwapEngine
	public ref class CTreeVanillaSwapEngine  : 
            public CPricingEngine,
            public Cephei::QL::Pricingengines::Swap::ITreeVanillaSwapEngine
	{
	protected: 
		boost::shared_ptr<QuantLib::TreeVanillaSwapEngine>* _ppTreeVanillaSwapEngine;
#ifdef HANDLE
		QuantLib::Handle<QuantLib::TreeVanillaSwapEngine>* _phTreeVanillaSwapEngine;
#endif
		Object^ _TreeVanillaSwapEngineOwner;     // reference to object that manages the storage for this object
	internal:
		CTreeVanillaSwapEngine (Cephei::QL::Models::IShortRateModel^ model, Cephei::QL::ITimeGrid^ timeGrid, Microsoft::FSharp::Core::FSharpOption<Cephei::QL::Termstructures::IYieldTermStructure^>^ termStructure);
		CTreeVanillaSwapEngine (Cephei::QL::Models::IShortRateModel^ model, UInt64 timeSteps, Microsoft::FSharp::Core::FSharpOption<Cephei::QL::Termstructures::IYieldTermStructure^>^ termStructure);
        CTreeVanillaSwapEngine (boost::shared_ptr<QuantLib::TreeVanillaSwapEngine>& childNative, Object^ owner);
        CTreeVanillaSwapEngine (QuantLib::TreeVanillaSwapEngine& childNative, Object^ owner);
        CTreeVanillaSwapEngine (CTreeVanillaSwapEngine^ copy);
        CTreeVanillaSwapEngine (PLATFORM::Type^ t);
#ifdef STRUCT
        CTreeVanillaSwapEngine (QuantLib::TreeVanillaSwapEngine childNative);
#endif       
#ifdef HANDLE
		CTreeVanillaSwapEngine (QuantLib::Handle<QuantLib::TreeVanillaSwapEngine>& childNative, Object^ owner);
		CTreeVanillaSwapEngine (QuantLib::Handle<QuantLib::TreeVanillaSwapEngine> childNative);
#endif
		virtual ~CTreeVanillaSwapEngine ();
		!CTreeVanillaSwapEngine ();

	internal:
		QuantLib::TreeVanillaSwapEngine& GetReference ();
		boost::shared_ptr<QuantLib::TreeVanillaSwapEngine>& GetShared ();
		QuantLib::TreeVanillaSwapEngine* GetPointer ();
        void SetTreeVanillaSwapEngine (boost::shared_ptr<QuantLib::TreeVanillaSwapEngine> native)
        {
            if (_ppTreeVanillaSwapEngine != NULL)
                delete _ppTreeVanillaSwapEngine;
            _ppTreeVanillaSwapEngine = new boost::shared_ptr<QuantLib::TreeVanillaSwapEngine> (native);
            SetPricingEngine (boost::dynamic_pointer_cast<QuantLib::PricingEngine> (*_ppTreeVanillaSwapEngine));
        }
#ifdef HANDLE
		QuantLib::Handle<QuantLib::TreeVanillaSwapEngine>& GetHandle ();
#endif
		virtual bool HasNative () override;
    public:
        property Cephei::QL::Pricingengines::Swap::ITreeVanillaSwapEngine^ Calculate 
        {
		    virtual Cephei::QL::Pricingengines::Swap::ITreeVanillaSwapEngine^ get () ;
        }
    };
	//////////////////////////////////////////////////////////////////////////////////////////////////////////////////////
	// Factory class
//z	[FactoryFor(Core::Generic::ICoCell<Cephei::QL::Pricingengines::Swap::ITreeVanillaSwapEngine^>::typeid)]
	[FactoryFor(Cephei::QL::Pricingengines::Swap::ITreeVanillaSwapEngine::typeid)]
	[FactoryFor(Cephei::QL::Pricingengines::Swap::ITreeVanillaSwapEngine_Factory::typeid)]
	public ref class CTreeVanillaSwapEngine_Factory sealed : public ITreeVanillaSwapEngine_Factory
	{
	public:
        virtual ITreeVanillaSwapEngine^ Create (Cephei::QL::Models::IShortRateModel^ model, Cephei::QL::ITimeGrid^ timeGrid, Microsoft::FSharp::Core::FSharpOption<Cephei::QL::Termstructures::IYieldTermStructure^>^ termStructure);
        virtual ITreeVanillaSwapEngine^ Create (Cephei::QL::Models::IShortRateModel^ model, UInt64 timeSteps, Microsoft::FSharp::Core::FSharpOption<Cephei::QL::Termstructures::IYieldTermStructure^>^ termStructure);
    };
   
/*Cephei*/ } /*QL*/ } /*Pricingengines*/ } /*Swap */}
